+863.2%
CDW vs CASY
+1,304.4%
-441.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +9.3% | -11.3% | +20.6% | +12.7% |
| 3M | +9.8% | -0.6% | +10.4% | +8.2% |
| 6M | +23.3% | +10.7% | +12.6% | +16.6% |
| YTD | +13.7% | +37.1% | -23.5% | -0.1% |
| 1Y | -6.5% | +52.3% | -58.8% | -21.1% |
| 3Y | -25.2% | +215.2% | -240.4% | -52.6% |
| 5Y | -19.5% | +276.5% | -296.0% | -52.9% |
| 10Y | +285.8% | +508.4% | -222.5% | +87.7% |
| All | +863.2% | +1,304.4% | -441.2% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling